Because brightly colored glowing blaster bolts look more pretty than bullets.
This is actually the best, most logical reason.
But there's no practical reason why guns, or some sort of "slug thrower" type of weapon wouldn't be just as effective as any Blaster. For example, slug-throwers could use a wide range of ammo types, held in different magazines; Acid, explosive, Armor-pircing / Discarding Sabot, High-Impact (HESH, High Explosive Squash Head), HEAT / Shaped Charge, High Explosive Anti-Tank), etc. Just pick the type appropriate for you target, and kill it. Make the slugs out of a ferrous metaL, and propel them with an electromagnetic field (rail-gun).